Dimensional US LRG CAP V ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.78% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0144 | -0.98 | |
| 0.1032 | 7.30 | |
| 0.9435 | 90.67 | |
| -0.1918 | -10.05 |
Estimation Period:
Nov 2, 2023 to Feb 6, 2026
Nov 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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